+54.5%
USAR vs MAGS
+130.5%
-76.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.0% | -4.0% | -3.3% |
| 7D | -11.6% | +0.6% | -12.3% | -11.8% |
| 30D | -15.5% | +3.2% | -18.7% | -16.1% |
| 3M | -31.0% | +7.7% | -38.7% | -32.2% |
| 6M | -26.2% | +12.5% | -38.7% | -27.7% |
| YTD | +30.8% | +6.0% | +24.8% | +28.1% |
| 1Y | +7.1% | +14.4% | -7.3% | +5.2% |
| 3Y | +53.0% | +127.5% | -74.5% | +57.4% |
| All | +54.5% | +130.5% | -76.0% | +58.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MAGS.
Daily Out/Under-Performance
Portfolio return minus MAGS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAGS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MAGS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling